What are these types of images called? illustration with notation?

All three are images so I would avoid "image" when trying to distinguish them. I would call the first one a 'diagram with explanatory notes."

Here is a definition of diagram: "a graphic design that explains rather than represents especially : a drawing that shows arrangement and relations (as of parts)."

https://www.merriam-webster.com/dictionary/diagram

I would not call it a sketch, which means "a rough drawing representing the chief features of an object or scene and often made as a preliminary study."

https://www.merriam-webster.com/dictionary/sketch

It is not that "sketch" is wrong; it is merely that "diagram" is a better fit for what is being mentioned.

The other two images appear to be photographs rather than diagrams or sketches. For the third, I might say "photograph with with added explanatory markings and notes."